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GARCH 1 autocorrelation 1 conditional volatility 1 expected volatility 1 unexpected volatility 1 volatility integration 1 world equity market 1
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Article 1
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KUMAR, Rakesh 1 TAMIMI, Mohammad 1
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Journal of Applied Research in Finance Bi-Annually 1
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IMPACT OF CRUDE OIL PRICE VOLATILITY ON WORLD EQUITY MARKETS BEHARVIUR
KUMAR, Rakesh; TAMIMI, Mohammad - In: Journal of Applied Research in Finance Bi-Annually III (2011) 2, pp. 236-248
In the age of globalization, it has become very important to find out the economic and non-variables which are significantly responsible for volatility in stock markets. Investors have become largely sensitive to these factors which results in change their investment strategy at the time of...
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